Bacillus Calmette-Guérin (BCG) vaccine is one of the most widely used vaccines worldwide. In addition to protection against tuberculosis, BCG confers a degree of non-specific protection against other infections by enhancing secondary immune responses to heterologous pathogens, termed "trained immunity." To better understand BCG-induced immune reprogramming, we perform single-cell transcriptomic measurements before and after BCG vaccination using secondary immune stimulation with bacterial lipopolysaccharide (LPS). We find that BCG reduces systemic inflammation and identify 75 genes with altered LPS responses, including inflammatory mediators such as CCL3 and CCL4 that have a heightened response. Co-expression analysis reveals that gene modules containing these cytokines lose coordination after BCG. Other modules exhibit increased coordination, including several humanin nuclear isoforms that we confirm induce trained immunity in vitro. Our results link in vivo BCG administration to single-cell transcriptomic changes, validated in human genetics experiments, and highlight genes that are putatively responsible for non-specific protective effects of BCG.